I agree that not having access to the data collector GUI/stored procedures on SQL 2000/2005 instances makes it difficult to use the MDW as an enterprise-wide trending/profiling solution. Best solution in this case would probably be to strip out the collection set definitions and roll them into your own SSIS/DTS packages, but this really negates a big selling point of the MDW/data collection for me, that being its centralized, integrated architecture.